Senior Quantitative Researcher — Market Microstructure — New York

Anemoi Predictive Technology LLC; Northern, New York (KY, NY); Hybrid; USD 210,000 - 285,000; Full time

Benefits offered by this job

401(k) plan with company matching

Flexible paid time off

Paid parental leave

Paid caregiver leave

Annual learning budget

Remote-work equipment and home-office:

Performance-bonus and equity

Job summary

Anemoi Predictive Technology LLC in New York, NY invites applications for a Senior Quantitative Researcher specializing in market microstructure. The role focuses on intraday price formation, liquidity, and execution behavior for U.S.

equities, with full Eastern Time cash-session coverage. This is a fully remote position for applicants based in the New York area, with a compensation package including base salary, bonus eligibility, and equity.

Qualifications

• Advanced degree in a quantitative field or equivalent research track record.
• Strong Python, SQL, statistics, and market-data experience.
• Evidence of rigorous empirical research in electronic markets.

Responsibilities

• Design studies of spreads, depth, impact, auction behavior, and short-horizon price response.
• Build event-time datasets without look-ahead or survivorship bias.
• Partner with engineering to productionize validated measures.
• Document assumptions, failure modes, and regime sensitivity.
• Own event-time data quality, liquidity diagnostics, and intraday research review during early U.S. market preparation and the full Eastern Time cash session.

Skills

Python

SQL

Statistics

Market data

Education

Advanced degree in a quantitative field

Job description

From New York, NY, the fully remote Senior Quantitative Researcher — Market Microstructure will research intraday price formation, liquidity, and execution behavior across U.S. equities. This opening is limited to applicants based in the New York, NY area and provides early U.S. market preparation and the full Eastern Time cash session.

Compensation and Benefits

Base salary: $210,000–$285,000 USD, based on experience
Work arrangement: Fully remote; applicants must be based in the New York, NY area
Experience: 7+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

In this New York, NY role, you will be accountable for the full evidence path from event-time data design through production review of market-microstructure measures while supporting early U.S. market preparation and the full Eastern Time cash session. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

New York Operating Focus

The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. Daily work begins before the cash open with overnight-gap review, scheduled-event checks, and clear escalation ownership. Opening and closing auctions receive separate analysis because each can create different liquidity and execution conditions. Post-close records must explain what changed, what remained uncertain, and which issue carries into the next session. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during early U.S. market preparation and the full Eastern Time cash session.

First Review Cycle

The New York, NY opening begins with an end-to-end review of event-time data quality, liquidity diagnostics, and intraday research review during early U.S. market preparation and the full Eastern Time cash session. The review will keep research observations separate from live production decisions. The cycle requires this task: Build event-time datasets without look-ahead or survivorship bias. A separate check covers this task: Partner with engineering to productionize validated measures. The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. Neither check can rely only on an informal message or market story. The closing record identifies the evidence, approval, limit, and next test. A second specialist must be able to evaluate the full evidence path from event-time data design through production review of market-microstructure measures from the same starting facts.

Responsibilities

• Design studies of spreads, depth, impact, auction behavior, and short-horizon price response
• Build event-time datasets without look-ahead or survivorship bias
• Partner with engineering to productionize validated measures
• Document assumptions, failure modes, and regime sensitivity
• Own event-time data quality, liquidity diagnostics, and intraday research review during early U.S. market preparation and the full Eastern Time cash session.

Required Qualifications

• Advanced degree in a quantitative field or an equivalent research record
• Strong Python, SQL, statistics, and market-data experience
• Evidence of rigorous empirical research in electronic markets

Preferred Qualifications

• Experience with order-book data, auctions, or transaction-cost models
• A record of explaining noisy microstructure evidence without overstating conclusions
• Experience collaborating across time zones while maintaining the operating coverage assigned to the New York, NY opening.

Benefits

• Medical, dental, and vision plan options with substantial company support
• 401(k) plan with company matching
• Flexible paid time off and company holidays
• Paid parental and caregiver leave
• Annual learning, conference, and professional-development budget
• Remote-work equipment and home-office support
• Performance-bonus and equity eligibility based on role and level

Benefits are subject to plan terms and eligibility requirements.

Equal Opportunity

Anemoi provides equal employment opportunities without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, gender identity, or any other status protected by applicable law.